-64.6%
ENPH vs ESTC
+19.0%
-83.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.6% | -4.5% |
| 7D | -9.1% | -3.6% | -5.6% | -8.7% |
| 30D | -15.8% | -11.2% | -4.6% | -14.6% |
| 3M | -32.5% | +14.3% | -46.8% | -34.3% |
| 6M | -24.2% | +67.0% | -91.2% | -30.2% |
| YTD | -13.8% | +15.7% | -29.4% | -16.8% |
| 1Y | -15.8% | -6.3% | -9.6% | -16.6% |
| 3Y | -64.6% | +14.5% | -79.1% | -67.6% |
| All | -64.6% | +19.0% | -83.6% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling